R package NonpModelCheck: Model Checking and Variable Selection in Nonparametric Regression. Provides tests of significance for covariates (or groups of covariates) in a fully nonparametric regression model and a variable (or group) selection procedure based on False Discovery Rate. In addition, it provides a function for local polynomial regression for any number of dimensions, using a bandwidth specified by the user or automatically chosen by cross validation or an adaptive procedure.
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References in zbMATH (referenced in 1 article , 1 standard article )
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- Adriano Zambom and Michael Akritas: NonpModelCheck: An R Package for Nonparametric Lack-of-Fit Testing and Variable Selection (2017) not zbMATH